The story
First used by Daniel Defoe on page 29 of his pamphlet The Advantages of peace and commerce: with some remarks on the East-India trade (1729); attested but not much in currency until the early 1900s, when it supplanted the Chinese wall (not to be confused with the later jargon term Chinese Wall), perhaps in response to or as part of exaggerated accounts of the wall's size and construction.
Etymology from Wiktionary, CC BY-SA 4.0.